Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49485.03 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45423.82 Kr¶

PnL: ---------------------------------------> 367.82 Kr¶

DD now: ---------------------------------> -6.844 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:29:57.283960'

Anic Portfolio¶

Today¶

Return: 1.252 %¶

This Week¶

Return: 0.369 %¶

Total portfolio value¶

Return including deposits: 62.001 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 93 6.660000 2739.780000 218.780000 8.680000 2521.000011
Hennes & Mauritz B 9 1.510000 1685.880000 216.880000 14.760000 1468.999998
Orrön Energy 180 3.890000 2136.600000 93.600000 4.580000 2043.000000
Platzer Fastigheter Holding B 12 3.960000 1008.000000 47.000000 4.890000 960.999996
Sagax A 4 4.650000 900.000000 46.000000 5.390000 854.000000
Sagax B 4 3.650000 898.400000 44.400000 5.200000 854.000000
Atrium Ljungberg B 5 2.680000 978.000000 43.000000 4.600000 935.000000
Catena 2 3.340000 830.000000 38.000000 4.800000 792.000000
JM 6 1.910000 894.600000 30.600000 3.540000 864.000000
Hoist Finance 35 0.520000 1009.750000 29.750000 3.040000 980.000000
Hexatronic Group 12 2.160000 989.040000 22.040000 2.280000 966.999996
Gränges 9 1.750000 944.100000 16.100000 1.730000 927.999999
Byggmax Group 33 1.870000 970.860000 14.860000 1.550000 956.000001
BioGaia B 8 0.770000 941.600000 11.600000 1.250000 930.000000
Bilia A 8 0.800000 907.200000 7.200000 0.800000 900.000000
EQT 4 0.870000 835.200000 3.200000 0.380000 832.000000
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
Biotage 7 -0.370000 939.400000 -1.600000 -0.170000 940.999997
ASSA ABLOY B 3 -0.390000 772.800000 -6.200000 -0.800000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 -0.350000 937.300000 -12.700000 -1.340000 949.999999
VEF 909 0.900000 1834.360000 -15.640000 -0.850000 1850.000436
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Addnode Group B 11 -1.340000 889.350000 -31.650000 -3.440000 921.000003
SKF B 5 -2.550000 908.250000 -31.750000 -3.380000 940.000000
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Indutrade 5 1.680000 1180.500000 -37.500000 -3.080000 1218.000000
Latour B 4 0.050000 818.400000 -38.600000 -4.500000 857.000000
Hexagon B 26 0.920000 3421.600000 -39.400000 -1.140000 3461.000010
BHG Group 97 3.440000 1401.650000 -57.350000 -3.930000 1458.999989
Bufab 3 -0.910000 1043.400000 -65.600000 -5.920000 1109.000001
INVISIO 16 -0.440000 3584.000000 -105.000000 -2.850000 3689.000000
TOTAL 45423.820000 367.820000 -6.84355% 45056.000411

Updated:¶

'2023-07-04 10:30:14.226966'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶